HSY option chain The Hershey Company
Cboe delayed options data · as of 21:56 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±20.3% (133.10–200.90) · ATM IV 27.4% · P/C open interest 0.22
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 70.10 | 75.00 | 32.8% | 0.98 | 0.0012 | 0.000 | 95 | 0 | 3.00 | 2 | 41.2% | -0.03 | 0.0014 | -0.006 | |||
| 65.80 | 70.00 | 10 | 33.5% | 0.97 | 0.0015 | 0.000 | 100 | 0 | 3.10 | 1 | 38.4% | -0.04 | 0.0017 | -0.007 | ||
| 61.00 | 65.50 | 32.8% | 0.96 | 0.0020 | 0.000 | 105 | 0 | 3.20 | 1 | 35.7% | -0.06 | 0.0021 | -0.009 | |||
| 57.00 | 61.00 | 33.8% | 0.94 | 0.0024 | -0.001 | 110 | 0.4000 | 3.40 | 34.3% | -0.07 | 0.0026 | -0.010 | ||||
| 52.50 | 56.50 | 32.5% | 0.93 | 0.0029 | -0.004 | 115 | 0.5000 | 3.70 | 1 | 32.4% | -0.08 | 0.0031 | -0.011 | |||
| 48.50 | 52.00 | 31.9% | 0.91 | 0.0035 | -0.006 | 120 | 2.00 | 3.70 | 3 | 32.4% | -0.10 | 0.0037 | -0.013 | |||
| 44.90 | 48.00 | 1 | 32.5% | 0.89 | 0.0042 | -0.008 | 125 | 1.35 | 4.60 | 19 | 29.9% | -0.13 | 0.0043 | -0.015 | ||
| 40.80 | 44.00 | 31.7% | 0.86 | 0.0048 | -0.010 | 130 | 3.40 | 4.60 | 30.0% | -0.15 | 0.0050 | -0.016 | ||||
| 36.50 | 40.00 | 1 | 30.3% | 0.83 | 0.0056 | -0.013 | 135 | 4.30 | 6.40 | 1 | 30.5% | -0.18 | 0.0057 | -0.018 | ||
| 32.90 | 36.00 | 3 | 29.6% | 0.80 | 0.0063 | -0.015 | 140 | 5.30 | 6.90 | 1 | 29.1% | -0.21 | 0.0065 | -0.019 | ||
| 29.70 | 32.50 | 4 | 29.4% | 0.77 | 0.0070 | -0.017 | 145 | 5.80 | 8.30 | 4 | 27.8% | -0.25 | 0.0072 | -0.020 | ||
| 26.30 | 29.50 | 1 | 29.2% | 0.73 | 0.0077 | -0.018 | 150 | 8.20 | 9.90 | 3 | 28.4% | -0.29 | 0.0079 | -0.021 | ||
| 23.20 | 26.20 | 1 | 28.6% | 0.69 | 0.0084 | -0.020 | 155 | 10.10 | 11.80 | 6 | 28.3% | -0.33 | 0.0086 | -0.022 | ||
| 20.20 | 23.30 | 28.1% | 0.64 | 0.0089 | -0.021 | 160 | 12.00 | 13.70 | 6 | 27.8% | -0.38 | 0.0092 | -0.023 | |||
| 16.70 | 21.00 | 1 | 27.4% | 0.60 | 0.0094 | -0.022 | 165 | 14.20 | 15.90 | 5 | 27.4% | -0.42 | 0.0096 | -0.023 | ||
| 14.70 | 18.30 | 1 | 3 | 27.2% | 0.55 | 0.0097 | -0.023 | 170 | 16.10 | 19.40 | 6 | 27.5% | -0.47 | 0.0100 | -0.023 | |
| 12.40 | 15.50 | 4 | 26.4% | 0.50 | 0.0098 | -0.023 | 175 | 18.00 | 21.80 | 7 | 26.3% | -0.52 | 0.0102 | -0.023 | ||
| 11.30 | 13.50 | 19 | 26.8% | 0.46 | 0.0098 | -0.023 | 180 | 20.50 | 24.80 | 25.7% | -0.57 | 0.0103 | -0.022 | |||
| 9.40 | 11.80 | 4 | 26.5% | 0.41 | 0.0097 | -0.022 | 185 | 24.00 | 27.80 | 1 | 25.6% | -0.62 | 0.0103 | -0.021 | ||
| 7.70 | 10.50 | 1 | 17 | 26.4% | 0.37 | 0.0095 | -0.022 | 190 | 27.50 | 31.10 | 25.4% | -0.66 | 0.0102 | -0.020 | ||
| 5.40 | 8.80 | 15 | 25.1% | 0.33 | 0.0091 | -0.021 | 195 | 31.00 | 35.00 | 25.3% | -0.71 | 0.0100 | -0.019 | |||
| 5.10 | 7.60 | 11 | 25.7% | 0.29 | 0.0087 | -0.020 | 200 | 35.00 | 38.70 | 5 | 25.1% | -0.75 | 0.0099 | -0.018 | ||
| 2.60 | 5.60 | 6 | 24.6% | 0.23 | 0.0076 | -0.017 | 210 | 43.50 | 46.80 | 24.8% | -0.83 | 0.0092 | -0.016 | |||
| 2.60 | 4.20 | 2 | 26.0% | 0.17 | 0.0065 | -0.015 | 220 | 52.30 | 56.50 | 25.6% | -0.90 | 0.0077 | -0.011 | |||
| 1.65 | 3.20 | 11 | 26.0% | 0.13 | 0.0054 | -0.012 | 230 | 61.50 | 66.00 | 24.7% | -0.95 | 0.0053 | -0.004 | |||
| 0.6000 | 3.10 | 207 | 26.5% | 0.10 | 0.0044 | -0.010 | 240 | 71.50 | 75.50 | 22.0% | -0.98 | 0.0030 | 0.000 | |||
| 0.4000 | 3.40 | 28.9% | 0.08 | 0.0036 | -0.008 | 250 | 81.00 | 86.00 | 26.5% | -0.99 | 0.0014 | 0.000 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs